9/17/21 8:29 AM
				Rate Indications
	To take down an advance, login to eBanking or contact the Member Transaction Desk :
		855-345-2244, Option 1
Today's Headlines						Market Rates
Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at .20%) and 3-month (no minimum at .20%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m. Advance Discount Specials (until September 30, 2021): 5 bps discount on qualifying fixed rate fixed term advances, advance ladders, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.						Term	Treasury	Swaps	Fixed Rate Advances
						2 years	0.23%	0.34%	0.42%
						5 years	0.87%	0.97%	1.04%
						7 years	1.17%	1.21%	1.37%
						10 years	1.37%	1.41%	1.67%
Fixed Rate Advances						Fixed Rate Callable Advances (Call Option Owned by Member)
Term	Community Advances	Regular Advances	All-in After Dividend*	Forward-Starting		Term	Lockout	Bermudan	All-in After Dividend*	Option Cost
1 week		0.22%	0.01%	Advances settle one year forward from today and then have stated term to maturity		2 years	6 months	0.57%	0.35%	0.14%
2 weeks		0.22%	0.01%			2 years	1 year	0.51%	0.30%	0.09%
3 weeks		0.22%	0.01%			3 years	6 months	0.82%	0.60%	0.16%
1 month	0.12%	0.22%	0.01%			3 years	1 year	0.76%	0.55%	0.10%
3 months	0.12%	0.22%	0.01%			5 years	6 months	1.27%	1.06%	0.22%
6 months	0.12%	0.22%	0.01%			5 years	1 year	1.20%	0.99%	0.16%
9 months	0.13%	0.23%	0.02%			5 years	2 year	1.16%	0.95%	0.11%
1 year	0.18%	0.28%	0.07%	0.58%		7 years	1 year	1.53%	1.32%	0.16%
1.5 years	0.27%	0.37%	0.15%	0.73%		7 years	2 years	1.48%	1.27%	0.11%
2 years	0.32%	0.42%	0.21%	0.85%		10 years	2 years	1.76%	1.55%	0.10%
2.5 years	0.44%	0.53%	0.32%	0.98%		10 years	3 years	1.70%	1.49%	0.04%
3 years	0.55%	0.65%	0.44%	1.09%		10 years	5 years	1.66%	1.45%	0.00%
3.5 years	0.67%	0.77%	0.56%	1.17%		15 years	5 years	2.13%	1.92%	0.02%
4 years	0.78%	0.88%	0.67%	1.25%		Fixed Rate Putable Advances (Call Option Owned by FHLBC)
4.5 years	0.86%	0.96%	0.75%	1.35%		Term	Lockout	European	All-in After Dividend*	Option Value
5 years	0.95%	1.04%	0.83%	1.45%		3 years	6 months	0.28%	0.07%	0.06%
6 years	1.15%	1.25%	1.04%	1.57%		5 years	6 months	0.31%	0.10%	0.09%
7 years	1.27%	1.37%	1.16%	1.66%		7 years	6 months	0.31%	0.10%	0.09%
10 years	1.57%	1.67%	1.45%	1.93%		10 years	6 months	0.30%	0.09%	0.08%
15 years	Call for availability	2.12%	1.91%			3 years	1 year	0.27%	0.06%	-0.01%
20 years		2.47%	2.26%			5 years	1 year	0.30%	0.09%	0.02%
30 years		2.62%	2.40%			7 years	1 year	0.29%	0.08%	0.01%
						10 years	1 year	0.30%	0.09%	0.03%
						5 years	2 years	0.44%	0.23%	0.02%
Amortizing Advances						7 years	2 years	0.42%	0.21%	0.00%
	Amortization Term					10 years	2 years	0.40%	0.19%	-0.02%
Term	5 years	7 years	10 years	15 years		7 years	3 years	0.63%	0.42%	-0.02%
5 years	0.73%	0.88%	0.96%	1.00%		10 years	5 years	0.99%	0.78%	-0.05%
7 years	na	0.99%	1.18%	1.28%		Term	Lockout	Bermudan	All-in After Dividend*	Option Value
10 years	na	na	1.29%	1.50%		5 years	6 months	0.22%	0.01%	0.00%
Term	15 years	20 years	25 years	30 years		7 years	6 months	0.22%	0.01%	0.00%
15 years	1.68%	1.88%	1.97%	2.02%		10 years	3 months	0.15%	-0.06%	-0.07%
20 years	na	2.00%	2.19%	2.28%		7 years	1.24%	0.02%	1.26%	0.32%
30 years	na	na	na	2.38%		10 years	1.55%	0.02%	1.58%	0.32%
Floating Rate Advances
Term Discount Note Floater Advances						Overnight Index Floater Advances**
	Non-Prepayable		Prepayable (on reset dates)^			Index / Rate Indic.	Term	Prior Index	Spread	Prior Day
Term**	Spread to 4WK	Spread to 13WK	Spread to 4WK	Spread to 13WK		Overnight  DN^	<= 3 Months	0.025%	0.31%	0.34%
3 months	0.20%	n/a	0.30%	n/a		SOFR	3 Months	0.05%	0.16%	0.21%
6 months	0.25%	0.20%	0.45%	0.40%		SOFR	6 Months	0.05%	0.16%	0.21%
1 year	0.30%	0.25%	0.46%	0.45%		SOFR	9 Months	0.05%	0.16%	0.21%
2 years	0.20%	0.19%	0.22%	0.21%		SOFR	1 Year	0.05%	0.17%	0.22%
3 years	0.21%	0.20%	0.23%	0.22%		SOFR	18 Months	0.05%	0.18%	0.23%
4 years	0.22%	0.21%	0.24%	0.23%		SOFR	2 Years	0.05%	0.19%	0.24%
5 years	0.23%	0.22%	0.25%	0.24%		^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.
Prior Index	4 week	0.032%	13 week	0.045%		Overnight Advances
^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.						Term		Minimum	Today	Prior Day
LIBOR Floater Advances						1 Day		No minimum	0.22%	0.22%
	Non-Prepayable		Prepayable (on reset dates)			Open Line (Daily Rate Set)#		No minimum	0.37%	0.37%
Term	Spread to 1ML	Spread to 3ML	Spread to 1ML	Spread to 3ML		#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.
3 months	0.11%	n/a	n/a	n/a		FHLBC Deposit Rates^		DID (yesterday)		0.00001%
						^Call for term deposit rates.